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相关论文: Designing Agentic AI-Based Screening for Portfolio…

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We address a portfolio selection problem that combines active (outperformance) and passive (tracking) objectives using techniques from convex analysis. We assume a general semimartingale market model where the assets' growth rate processes…

投资组合管理 · 定量金融 2019-03-19 Ali Al-Aradi , Sebastian Jaimungal

Traditionally, assets are selected for inclusion in a portfolio (long or short) by human analysts. Teams of human portfolio managers (PMs) seek to weigh and balance these securities using optimisation methods and other portfolio…

投资组合管理 · 定量金融 2024-04-18 Alicia Vidler

Agentic AI networking (AgentNet) is a novel AI-native networking paradigm in which a large number of specialized AI agents collaborate to perform autonomous decision-making, dynamic environmental adaptation, and complex missions. It has the…

人工智能 · 计算机科学 2026-05-13 Yong Xiao , Xubo Li , Haoran Zhou , Yingyu Li , Yayu Gao , Guangming Shi , Ping Zhang , Marwan Krunz

The success of a cross-sectional systematic strategy depends critically on accurately ranking assets prior to portfolio construction. Contemporary techniques perform this ranking step either with simple heuristics or by sorting outputs from…

交易与市场微观结构 · 定量金融 2020-12-15 Daniel Poh , Bryan Lim , Stefan Zohren , Stephen Roberts

Large Language Models (LLMs) have demonstrated remarkable potential as autonomous agents, approaching human-expert performance through advanced reasoning and tool orchestration. However, decision-making in fully dynamic and live…

计算金融 · 定量金融 2025-12-15 Tianyu Fan , Yuhao Yang , Yangqin Jiang , Yifei Zhang , Yuxuan Chen , Chao Huang

Mental health disorders affect millions worldwide, and healthcare systems are increasingly overwhelmed by the volume of clinical data generated from electronic records, telemedicine platforms, and population-level screening programs. At the…

人工智能 · 计算机科学 2026-05-14 Giuliano Lorenzoni , Paulo Alencar , Donald Cowan

Benchmarks are essential for quantitatively tracking progress in AI. As AI agents become increasingly capable, researchers and practitioners have introduced agentic benchmarks to evaluate agents on complex, real-world tasks. These…

As automated trading gains traction in the financial market, algorithmic investment strategies are increasingly prominent. While Large Language Models (LLMs) and Agent-based models exhibit promising potential in real-time market analysis…

多智能体系统 · 计算机科学 2025-02-20 Xiangyu Li , Yawen Zeng , Xiaofen Xing , Jin Xu , Xiangmin Xu

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

投资组合管理 · 定量金融 2025-07-25 Benjamin Coriat , Eric Benhamou

We are in a transformative era, and advances in Artificial Intelligence (AI), especially the foundational models, are constantly in the news. AI has been an integral part of many applications that rely on automation for service delivery,…

人工智能 · 计算机科学 2025-02-20 Sunder Ali Khowaja , Kapal Dev , Muhammad Salman Pathan , Engin Zeydan , Merouane Debbah

Many cryptocurrency brokers nowadays offer a variety of derivative assets that allow traders to perform hedging or speculation. This paper proposes an effective algorithm based on neural networks to take advantage of these investment…

机器学习 · 计算机科学 2023-10-03 Quoc Minh Nguyen , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis , Moncef Gabbouj

In this work, we highlight the transformative potential of Artificial Intelligence (AI), particularly Large Language Models (LLMs) and agentic AI, in the insurance sector. We consider and emphasize the unique opportunities, challenges, and…

计算工程、金融与科学 · 计算机科学 2025-08-22 Graham Hill , JingYuan Gong , Thulani Babeli , Moseli Mots'oehli , James Gachomo Wanjiku

Autonomous Artificial Intelligence (AI) agents, powered by Large Language Models (LLMs), advance rapidly toward interconnected systems -- an Internet of Agents (IoA). This vision enables complex problem-solving while introducing systemic…

多智能体系统 · 计算机科学 2026-04-28 Juan A. Wibowo , George C. Polyzos

The proliferation of agentic artificial intelligence has outpaced the conceptual tools needed to characterize agency in computational systems. Prevailing definitions mainly rely on autonomy and goal-directedness. Here, we argue for a…

Following an analysis of existing AI-related exchange-traded funds (ETFs), we reveal the selection criteria for determining which stocks qualify as AI-related are often opaque and rely on vague phrases and subjective judgments. This paper…

综合金融 · 定量金融 2025-01-06 Lennart Ante , Aman Saggu

The evolution of agentic systems represents a significant milestone in artificial intelligence and modern software systems, driven by the demand for vertical intelligence tailored to diverse industries. These systems enhance business…

多智能体系统 · 计算机科学 2025-01-03 Fouad Bousetouane

Agentic artificial intelligence systems produce outputs through sequences of interdependent autonomous decisions, yet standard evaluation assesses outputs alone and cannot diagnose the underlying process. We develop a behavioral evaluation…

机器学习 · 计算机科学 2026-05-19 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

风险管理 · 定量金融 2024-04-01 Taejin Park

Self-evolving agentic artificial intelligence (AI) offers a new paradigm for future wireless systems by enabling autonomous agents to continually adapt and improve without human intervention. Unlike static AI models, self-evolving agents…

人工智能 · 计算机科学 2025-10-08 Changyuan Zhao , Ruichen Zhang , Jiacheng Wang , Dusit Niyato , Geng Sun , Xianbin Wang , Shiwen Mao , Abbas Jamalipour

Portfolio optimization has been a central problem in finance, often approached with two steps: calibrating the parameters and then solving an optimization problem. Yet, the two-step procedure sometimes encounter the "error maximization"…

投资组合管理 · 定量金融 2021-07-13 Ayse Sinem Uysal , Xiaoyue Li , John M. Mulvey